+27.1%
BABA vs CRL
+38.0%
-10.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.4% |
| 7D | -4.8% | -1.0% | -3.7% | -4.7% |
| 30D | -11.9% | +10.7% | -22.6% | -12.9% |
| 3M | -9.3% | +55.3% | -64.5% | -14.0% |
| 6M | -14.2% | +60.7% | -74.9% | -19.5% |
| YTD | -22.0% | +44.6% | -66.7% | -26.0% |
| 1Y | -12.7% | +77.7% | -90.5% | -19.6% |
| All | +27.1% | +38.0% | -10.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling